In this paper we introduce the concept of two-parameterB-valued strong martingales and investigate some features of these strong martingales. We also characterizep-smoothable Banach spaces in terms of these strong mar...In this paper we introduce the concept of two-parameterB-valued strong martingales and investigate some features of these strong martingales. We also characterizep-smoothable Banach spaces in terms of these strong martingales.展开更多
In this paper we investigated theL 1 norm inequalities of theP square and the maximal functions of two-parameterB-valued strong martingales, which can be applied to characterizep-smoothness andq-convexity of Banach sp...In this paper we investigated theL 1 norm inequalities of theP square and the maximal functions of two-parameterB-valued strong martingales, which can be applied to characterizep-smoothness andq-convexity of Banach spaces.展开更多
In this paper, the central limit theorem for two-parameter martingale differences andstationary random fields is obtained. The martingale differences are defined according tothe order of the lattices (s_1,s_2)<(t_1...In this paper, the central limit theorem for two-parameter martingale differences andstationary random fields is obtained. The martingale differences are defined according tothe order of the lattices (s_1,s_2)<(t_1,t_2) iff s_1<t_1 or S_1=t_1 and s_2<t_2. An example showsthat this definition may be the weakest condition under which the central limit theorem stillholds. These results are used for the limit distribution of average value and sample autocovar-iances of stationary random fields as well as least squares estimates for some kind of spatialAR models.展开更多
Transcritical and supercritical fluids widely exist in aerospace propulsion systems,such as the coolant flow in the regenerative cooling channels of scramjet engines.To numerically simulate the coolant flow,we must ad...Transcritical and supercritical fluids widely exist in aerospace propulsion systems,such as the coolant flow in the regenerative cooling channels of scramjet engines.To numerically simulate the coolant flow,we must address the challenges in solving Riemann problems(RPs)for real fluids under complex flow conditions.In this study,an exact numerical solution for the one-dimensional RP of two-parameter fluids is developed.Due to the comprehensive resolution of fluid thermodynamics,the proposed solution framework is suitable for all forms of the two-parameter equation of state(EoS).The pressure splitting method is introduced to enable parallel calculation of RPs across multiple grid points.Theoretical analysis demonstrates the isentropic nature of weak waves in two-parameter fluids,ensuring that the same mathematical properties as ideal gas could be applied in Newton's iteration.A series of numerical cases validate the effectiveness of the proposed method.A comparative analysis is conducted on the exact Riemann solutions for the real fluid EoS,the ideal gas EoS,and the improved ideal gas EoS under supercritical and transcritical conditions.The results indicate that the improved one produces smaller errors in the calculation of momentum and energy fluxes.展开更多
From the point of view of the basic option model, enterprise investment decision making under uncertainty is studied based on the martingale method. The study shows that investment options and yields are increasing fu...From the point of view of the basic option model, enterprise investment decision making under uncertainty is studied based on the martingale method. The study shows that investment options and yields are increasing functions of time, and when the option equals the yield, the investment opportunity cost is the least, which is the appropriate time for the enterprise investment. Under the condition that the investment yield is an increasing function of time, the investment opportunity cost is also an increasing function of time after the time when the investment option equals the investment yield. So the investors should invest as soon as possible, otherwise they should stop investment forever in this project. It is impossible to acquire more investment yields by indefinitely delaying the investment. Meanwhile, the study also shows that the martingale method, used widely in financial investment theory, is a powerful tool for enterprise investment decision making.展开更多
Let 2≤p【∞ and let (f n) be a martingale. Using exponential bounds of the probabilities of the type P(|f n|】λ‖T(f n)‖ ∞) for some quasi-linear operators acting on martingales, we estimate upper bounds for t...Let 2≤p【∞ and let (f n) be a martingale. Using exponential bounds of the probabilities of the type P(|f n|】λ‖T(f n)‖ ∞) for some quasi-linear operators acting on martingales, we estimate upper bounds for the L p-norms of the maximal functions of martinglaes. Our result is the extension and improvements of the results obtained previously by HITCZENKO and ZENG .展开更多
Stacking velocity V_（C2）,vertical velocity ratio γ_0,effective velocity ratio γ_（eff）,and anisotropic parameter x_（eff） are correlated in the PS-converted-wave（PS-wave） anisotropic prestack Kirchhoff time mi...Stacking velocity V_（C2）,vertical velocity ratio γ_0,effective velocity ratio γ_（eff）,and anisotropic parameter x_（eff） are correlated in the PS-converted-wave（PS-wave） anisotropic prestack Kirchhoff time migration（PKTM） velocity model and are thus difficult to independently determine.We extended the simplified two-parameter（stacking velocity V_（C2） and anisotropic parameter k_（eff）） moveout equation from stacking velocity analysis to PKTM velocity model updating and formed a new four-parameter（stacking velocity V_（C2）,vertical velocity ratio γ_0,effective velocity ratio γ_（eff）,and anisotropic parameter k_（eff）） PS-wave anisotropic PKTM velocity model updating and process flow based on the simplified twoparameter moveout equation.In the proposed method,first,the PS-wave two-parameter stacking velocity is analyzed to obtain the anisotropic PKTM initial velocity and anisotropic parameters;then,the velocity and anisotropic parameters are corrected by analyzing the residual moveout on common imaging point gathers after prestack time migration.The vertical velocity ratio γ_0 of the prestack time migration velocity model is obtained with an appropriate method utilizing the P- and PS-wave stacked sections after level calibration.The initial effective velocity ratio γ_（eff） is calculated using the Thomsen（1999） equation in combination with the P-wave velocity analysis;ultimately,the final velocity model of the effective velocity ratio γ_（eff） is obtained by percentage scanning migration.This method simplifies the PS-wave parameter estimation in high-quality imaging,reduces the uncertainty of multiparameter estimations,and obtains good imaging results in practice.展开更多
In this article, the authors introduce some new Lorentz spaces for martingales, which are extensions of Hardy spaces of martingales. Then they discuss their basic properties, embedding relationships, and interpolation...In this article, the authors introduce some new Lorentz spaces for martingales, which are extensions of Hardy spaces of martingales. Then they discuss their basic properties, embedding relationships, and interpolation spaces between them, during which the use of rearrangement good-λ-inequality plays an important role.展开更多
In this article, several weak Hardy spaces of Banach-space-valued martingales are introduced, some atomic decomposition theorems for them are established and their duals are investigated. The results closely depend on...In this article, several weak Hardy spaces of Banach-space-valued martingales are introduced, some atomic decomposition theorems for them are established and their duals are investigated. The results closely depend on the geometrical properties of the Banach space in which the martingales take values.展开更多
In this article, some necessary and sufficient conditions are shown in order that the inequality of the form Ф1（λ）Pu（f^＊〉λ）≤Ev （Ф2（C｜f∞｜）） holds with some constant C 〉 0 independent of martingale f...In this article, some necessary and sufficient conditions are shown in order that the inequality of the form Ф1（λ）Pu（f^＊〉λ）≤Ev （Ф2（C｜f∞｜）） holds with some constant C 〉 0 independent of martingale f = （fn）n≥0 and λ 〉 0, where Фl and Ф2 are a pair of Young functions, f^＊=sup n≥0｜fn｜ adn f∞=lim n→∞ fn a.e.展开更多
A generalized Rosenthal＇s inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexi...A generalized Rosenthal＇s inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexity of the underlying Banach space. As an application of this inequality, the strong law of large numbers for Banach-space-valued martingales is also given.展开更多
Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M...Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M） if and only if （σn（x）n≥1 converges in E（.hd）, where E（A//） is a noncommutative rearrangement invariant Banach function space with the Fatou property and σn（x） is given by σn（x） = 1/Wn ∑k=1^n wkxk, n=1, 2, .If in addition, E（Ad） has absolutely continuous norm, then, （an（x））≥1 converges in E（.M） if and only if x = （Xn）n≥1 is uniformly integrable and its limit in measure topology x∞∈ E（M）.展开更多
In this paper, we apply function parameters to real interpolation of Lorentz- Orlicz martingale spaces. Some new interpolation theorems are formulated which generalize some known results in Lorentz spaces An introduce...In this paper, we apply function parameters to real interpolation of Lorentz- Orlicz martingale spaces. Some new interpolation theorems are formulated which generalize some known results in Lorentz spaces An introduced by Sharpley.展开更多
In this article the authors introduce the minimal operator on martingale spaces, discuss some one-weight and two-weight inequalities for the minimal operator and characterize the conditions which make the inequalities...In this article the authors introduce the minimal operator on martingale spaces, discuss some one-weight and two-weight inequalities for the minimal operator and characterize the conditions which make the inequalities hold.展开更多
The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. ...The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. Here the results are connected closely with the p-uniform smoothness and q-uniform convexity of Banach spaces which the martingales take values in.展开更多
文摘In this paper we introduce the concept of two-parameterB-valued strong martingales and investigate some features of these strong martingales. We also characterizep-smoothable Banach spaces in terms of these strong martingales.
基金Supported by the National Natural Science Foundation of China
文摘In this paper we investigated theL 1 norm inequalities of theP square and the maximal functions of two-parameterB-valued strong martingales, which can be applied to characterizep-smoothness andq-convexity of Banach spaces.
文摘In this paper, the central limit theorem for two-parameter martingale differences andstationary random fields is obtained. The martingale differences are defined according tothe order of the lattices (s_1,s_2)<(t_1,t_2) iff s_1<t_1 or S_1=t_1 and s_2<t_2. An example showsthat this definition may be the weakest condition under which the central limit theorem stillholds. These results are used for the limit distribution of average value and sample autocovar-iances of stationary random fields as well as least squares estimates for some kind of spatialAR models.
基金Project supported by the National Natural Science Foundation of China(No.12525202)。
文摘Transcritical and supercritical fluids widely exist in aerospace propulsion systems,such as the coolant flow in the regenerative cooling channels of scramjet engines.To numerically simulate the coolant flow,we must address the challenges in solving Riemann problems(RPs)for real fluids under complex flow conditions.In this study,an exact numerical solution for the one-dimensional RP of two-parameter fluids is developed.Due to the comprehensive resolution of fluid thermodynamics,the proposed solution framework is suitable for all forms of the two-parameter equation of state(EoS).The pressure splitting method is introduced to enable parallel calculation of RPs across multiple grid points.Theoretical analysis demonstrates the isentropic nature of weak waves in two-parameter fluids,ensuring that the same mathematical properties as ideal gas could be applied in Newton's iteration.A series of numerical cases validate the effectiveness of the proposed method.A comparative analysis is conducted on the exact Riemann solutions for the real fluid EoS,the ideal gas EoS,and the improved ideal gas EoS under supercritical and transcritical conditions.The results indicate that the improved one produces smaller errors in the calculation of momentum and energy fluxes.
文摘From the point of view of the basic option model, enterprise investment decision making under uncertainty is studied based on the martingale method. The study shows that investment options and yields are increasing functions of time, and when the option equals the yield, the investment opportunity cost is the least, which is the appropriate time for the enterprise investment. Under the condition that the investment yield is an increasing function of time, the investment opportunity cost is also an increasing function of time after the time when the investment option equals the investment yield. So the investors should invest as soon as possible, otherwise they should stop investment forever in this project. It is impossible to acquire more investment yields by indefinitely delaying the investment. Meanwhile, the study also shows that the martingale method, used widely in financial investment theory, is a powerful tool for enterprise investment decision making.
文摘Let 2≤p【∞ and let (f n) be a martingale. Using exponential bounds of the probabilities of the type P(|f n|】λ‖T(f n)‖ ∞) for some quasi-linear operators acting on martingales, we estimate upper bounds for the L p-norms of the maximal functions of martinglaes. Our result is the extension and improvements of the results obtained previously by HITCZENKO and ZENG .
基金supported by the Important National Science&Technology Specific Projects(No.2011ZX05019-003)the New Method and Technology Research Project of Geophysical Exploration of CNPC(No.2014A-3612)
文摘Stacking velocity V_（C2）,vertical velocity ratio γ_0,effective velocity ratio γ_（eff）,and anisotropic parameter x_（eff） are correlated in the PS-converted-wave（PS-wave） anisotropic prestack Kirchhoff time migration（PKTM） velocity model and are thus difficult to independently determine.We extended the simplified two-parameter（stacking velocity V_（C2） and anisotropic parameter k_（eff）） moveout equation from stacking velocity analysis to PKTM velocity model updating and formed a new four-parameter（stacking velocity V_（C2）,vertical velocity ratio γ_0,effective velocity ratio γ_（eff）,and anisotropic parameter k_（eff）） PS-wave anisotropic PKTM velocity model updating and process flow based on the simplified twoparameter moveout equation.In the proposed method,first,the PS-wave two-parameter stacking velocity is analyzed to obtain the anisotropic PKTM initial velocity and anisotropic parameters;then,the velocity and anisotropic parameters are corrected by analyzing the residual moveout on common imaging point gathers after prestack time migration.The vertical velocity ratio γ_0 of the prestack time migration velocity model is obtained with an appropriate method utilizing the P- and PS-wave stacked sections after level calibration.The initial effective velocity ratio γ_（eff） is calculated using the Thomsen（1999） equation in combination with the P-wave velocity analysis;ultimately,the final velocity model of the effective velocity ratio γ_（eff） is obtained by percentage scanning migration.This method simplifies the PS-wave parameter estimation in high-quality imaging,reduces the uncertainty of multiparameter estimations,and obtains good imaging results in practice.
文摘In this article, the authors introduce some new Lorentz spaces for martingales, which are extensions of Hardy spaces of martingales. Then they discuss their basic properties, embedding relationships, and interpolation spaces between them, during which the use of rearrangement good-λ-inequality plays an important role.
基金Supported by the National Natural Foundation of China(10671147)
文摘In this article, several weak Hardy spaces of Banach-space-valued martingales are introduced, some atomic decomposition theorems for them are established and their duals are investigated. The results closely depend on the geometrical properties of the Banach space in which the martingales take values.
文摘In this article, some necessary and sufficient conditions are shown in order that the inequality of the form Ф1（λ）Pu（f^＊〉λ）≤Ev （Ф2（C｜f∞｜）） holds with some constant C 〉 0 independent of martingale f = （fn）n≥0 and λ 〉 0, where Фl and Ф2 are a pair of Young functions, f^＊=sup n≥0｜fn｜ adn f∞=lim n→∞ fn a.e.
基金Supported by the Scientific Research Foundation of Hubei Province (D200613001)the National Natural Science Foundation of China (10371093)
文摘A generalized Rosenthal＇s inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexity of the underlying Banach space. As an application of this inequality, the strong law of large numbers for Banach-space-valued martingales is also given.
基金supported by the National Natural Science Foundation of China (11071190)
文摘Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M） if and only if （σn（x）n≥1 converges in E（.hd）, where E（A//） is a noncommutative rearrangement invariant Banach function space with the Fatou property and σn（x） is given by σn（x） = 1/Wn ∑k=1^n wkxk, n=1, 2, .If in addition, E（Ad） has absolutely continuous norm, then, （an（x））≥1 converges in E（.M） if and only if x = （Xn）n≥1 is uniformly integrable and its limit in measure topology x∞∈ E（M）.
基金supported by National Natural Science Foundation of China(Grant No.11201354)Hubei Province Key Laboratory of Systems Science in Metallurgical Process(Wuhan University of Science and Technology)(Y201321)National Natural Science Foundation of Pre-Research Item(2011XG005)
文摘In this paper, we apply function parameters to real interpolation of Lorentz- Orlicz martingale spaces. Some new interpolation theorems are formulated which generalize some known results in Lorentz spaces An introduced by Sharpley.
基金This work was supported by the NSF of China and the aid financial plan for the backbone of the young teachers of University of Henan
文摘In this article the authors introduce the minimal operator on martingale spaces, discuss some one-weight and two-weight inequalities for the minimal operator and characterize the conditions which make the inequalities hold.
基金Supported by the National Natural Science Foun-dation of China (10371093)
文摘The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. Here the results are connected closely with the p-uniform smoothness and q-uniform convexity of Banach spaces which the martingales take values in.
